if they are completely different databases, (scary thought) i would try bringing 4 of them in via commands and the last would be whatever database you designed against.
Each of the commands would be a table you could report against.
I am not sure, but I think the sql for the commands would use the database you are in as the starting point, and you would need to put the complete syntax to get to another database...since I haven't done this in a long time (and not too often at that) isn't the syntax [database].[dbo].[table]...
At least this is the path that I would pursue first.
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